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Previous price (1-5 minute before current)

I'm not sure if I'm missing something but how can I get the price for the previous minute? doesn't have to be 1 minute but does have to be under 5?

Thanks for any help in advance!

2 responses

You can use the history() function to access previous prices for a stock: https://www.quantopian.com/help#ide-history

context.stock = symbol('AAPL')  
prices = history(5, '1m', 'price')[context.stock]  #prices for the stock 5 min ago  
three_min = prices.iloc[-3]  #get the price 3 min ago  
last_min = prices.iloc[-1] # get the price 1 min ago  

The variable "prices" will return a Pandas Dataframe with the stock prices from the last 5 minutes. You can then index into it to get the price 3 minutes ago or 1 minute ago. Try it out and let me know how it goes.

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This is perfect, thanks!